FOX 4 isn't using the girl's name or her picture because of the nature of the police investigation now.
The girl was found Tuesday night at a hotel in Bossier City, La. with her relative, 24-year-old Jessie Williams.
Williams was shot and killed during a struggle with agents from an FBI Task Force. An agent was also wounded, but is expected to survive.
Two Benbrook police detectives drove to Louisiana and brought the girl back to her parents' home around 2 a.m.
"We're happy [the girl] is back, but we're sorry about Jessie. We're thankful that she's okay," said Judy Rigsbee, the girl's aunt.
They said she is OK, at least physically. She did witness the shooting that killed her uncle, though.
Police were concerned enough about the girl's safety to issue an AMBER Alert Tuesday morning.
They now know the girl told her parents she was going to a friend's house for a party and that she would return on Sunday.
Instead, her relative took her to a hair salon, and then they spent the night Saturday at a hotel off of Interstate 35 near Altamesa Boulevard.
The next morning, they drove to a train station in Fort Worth. They abandoned their vehicle and took a bus to Bossier City.
Benbrook Police Department spokesman Sandy Eubanks said a Walmart employee in Bossier City saw the story on Facebook and called police after seeing the pair.
Other tips led investigators to their hotel room.
Eubanks would not comment on what happened in the hotel room, but said the investigation is ongoing.
"Any time you have 24-year-old man in company of a 9-year-old female, you obviously have to consider unpleasant possibilities," said Eubanks.
Someone who specializes in interviewing children talked to the girl. A computer and cell phone were also removed from Williams' home, and they will be examined forensically as precaution.
Police do not believe there were any other victims, but do not want to rule it out just yet.
Some have questioned why the girl's parents didn't report her missing until 3 p.m. Monday.
Family members said it was a stormy weekend so they assumed she would stay at her friend's house through Sunday. They called police when she didn't return on Monday.
Eubanks said police are not investigating them.
Child Protective Services would not say whether there have been any past investigations at the home.